""" Bitget 实盘交易执行器 """ from typing import Dict, Any, List, Optional from app.crypto_agent.executor.base_executor import BaseExecutor from app.services.bitget_live_trading_service import get_bitget_live_service from app.utils.logger import logger import re class BitgetExecutor(BaseExecutor): """Bitget 实盘交易执行器""" def __init__(self, service=None, account_id: str = "default"): super().__init__("Bitget") self.account_id = (account_id or "default").strip() or "default" self.bitget = service or get_bitget_live_service(self.account_id) self._position_protection_state: Dict[str, Dict[str, Any]] = {} def _notification_context(self) -> Dict[str, str]: account_id = getattr(self, 'account_id', 'default') or 'default' return { 'account_id': account_id, 'target_key': f'Bitget:{account_id}', } # ==================== 核心执行方法 ==================== async def execute_open(self, decision: Dict[str, Any], current_price: float) -> Dict[str, Any]: """执行开仓""" try: symbol = decision.get('symbol', '').replace('USDT', '') action = decision.get('signal_action', decision.get('action')) # buy/sell margin = decision.get('margin', decision.get('quantity', 0)) entry_price = decision.get('entry_price', current_price) stop_loss = decision.get('stop_loss') take_profit = decision.get('take_profit') leverage = min(decision.get('leverage', self.bitget.settings.bitget_default_leverage), 10) # 决定订单类型 order_type, order_reason = self.decide_order_type(decision, current_price) logger.info(f" 订单类型: {order_reason}") # 调整保证金（预留手续费） account_state = self.bitget.get_account_state() available = account_state.get('available_balance', 0) adjusted_margin = self.calculate_effective_margin(available, margin) # 计算合约张数，必须与实际执行杠杆保持一致 contracts = self._calculate_contracts(symbol, adjusted_margin, entry_price, leverage) actual_position_value = contracts * self.bitget.get_contract_size(symbol) * entry_price leverage_ok, leverage_reason, effective_leverage = self.validate_effective_leverage( decision, adjusted_margin, actual_position_value, ) if contracts < 1: return { 'success': False, 'error': ( f'仓位计算结果 {contracts} 张，低于最小下单量 ' f'(保证金=${adjusted_margin:.2f}, 杠杆={leverage}x)' ) } if not leverage_ok: return { 'success': False, 'error': leverage_reason, 'effective_leverage': effective_leverage, } # 设置杠杆 self.bitget.update_leverage(symbol, leverage) # 下单 is_buy = (action == 'buy') if order_type == 'market': result = self.bitget.place_market_order(symbol, is_buy=is_buy, size=contracts) else: result = self.bitget.place_limit_order(symbol, is_buy=is_buy, size=contracts, price=entry_price) if not result.get('success'): return result order_id = result.get('order_id') order_status = result.get('order_status', 'filled') result['contracts'] = contracts result['margin'] = adjusted_margin result['leverage'] = leverage result['order_type'] = order_type result['entry_price'] = entry_price result['actual_position_value'] = actual_position_value result['effective_leverage'] = effective_leverage # 设置止盈止损 if stop_loss or take_profit: is_buy = (action == 'buy') if order_status == 'filled': # 市价单已成交，直接设置 TP/SL try: tp_sl_result = self.bitget.set_tp_sl( symbol=symbol, is_long=is_buy, size=contracts, tp_price=take_profit, sl_price=stop_loss ) tp_set = tp_sl_result.get('tp_set', False) sl_set = tp_sl_result.get('sl_set', False) if tp_set and sl_set: logger.info(f" ✅ 止盈止损已设置: TP={take_profit}, SL={stop_loss}") elif tp_set or sl_set: # 部分成功：记录缺失侧到 pending missing_tp = take_profit if not tp_set else None missing_sl = stop_loss if not sl_set else None result['pending_tp_sl'] = { 'tp_price': missing_tp, 'sl_price': missing_sl } result['contracts'] = contracts set_text = "TP" if tp_set else "SL" fail_text = "TP" if not tp_set else "SL" logger.warning(f" ⚠️ 止盈止损部分成功: {set_text}已设, {fail_text}待补设") result['tp_sl_warning'] = f"{fail_text}设置失败，已加入待补设列表" else: # 全部失败：记录到 pending 等待补救 result['pending_tp_sl'] = { 'tp_price': take_profit, 'sl_price': stop_loss } result['contracts'] = contracts errors = tp_sl_result.get('errors', []) logger.warning(f" ⚠️ 止盈止损设置失败，已加入待补设列表: {errors}") result['tp_sl_warning'] = f"TP/SL设置失败: {'; '.join(errors)}" except Exception as tp_sl_err: logger.error(f" ⚠️ 止盈止损设置异常: {tp_sl_err}") result['pending_tp_sl'] = { 'tp_price': take_profit, 'sl_price': stop_loss } result['contracts'] = contracts result['tp_sl_warning'] = str(tp_sl_err) else: # 限价单未成交，延迟到持仓确认后设置 result['pending_tp_sl'] = { 'tp_price': take_profit, 'sl_price': stop_loss } result['contracts'] = contracts logger.info(f" 📌 限价单待成交，TP/SL 将在成交后自动设置: TP={take_profit}, SL={stop_loss}") logger.info(f" ✅ 开仓成功: {symbol} {contracts}张 @ ${order_type}") # 开仓成功通知由 crypto_agent 统一发送，避免与执行摘要重复 return result except Exception as e: logger.error(f"Bitget 开仓失败: {e}") error_result = {'success': False, 'error': str(e)} # 发送失败通知 await self.send_execution_notification( operation='OPEN', symbol=decision.get('symbol', ''), result=error_result, details=self._notification_context() ) return error_result async def execute_close(self, decision: Dict[str, Any], current_price: float) -> Dict[str, Any]: """执行平仓""" try: symbol = decision.get('symbol', '').replace('USDT', '') orders_to_close = decision.get('orders_to_close', []) # Bitget 持仓是按 symbol 聚合管理，不能按 order_id 精确平仓。 result = self.bitget.market_close_position(symbol) if result.get('success'): logger.info(f" ✅ 平仓成功: {symbol}") else: logger.warning(f" ⚠️ 平仓失败: {symbol} - {result.get('error', '未知错误')}") if orders_to_close: result['requested_order_ids'] = orders_to_close # 发送飞书通知 await self.send_execution_notification( operation='CLOSE', symbol=symbol, result=result, details=self._notification_context() ) return result except Exception as e: logger.error(f"Bitget 平仓失败: {e}") error_result = {'success': False, 'error': str(e)} # 发送失败通知 await self.send_execution_notification( operation='CLOSE', symbol=decision.get('symbol', ''), result=error_result, details=self._notification_context() ) return error_result async def execute_cancel(self, order_id: str, symbol: str) -> Dict[str, Any]: """执行撤单""" try: result = self.bitget.cancel_order(symbol.replace('USDT', ''), order_id) if result.get('success'): logger.info(f" ✅ 撤单成功: {order_id}") # 发送飞书通知 await self.send_execution_notification( operation='CANCEL', symbol=symbol, result=result, details={'order_id': order_id, **self._notification_context()} ) return result except Exception as e: logger.error(f"Bitget 撤单失败: {e}") error_result = {'success': False, 'error': str(e), 'order_id': order_id} # 发送失败通知 await self.send_execution_notification( operation='CANCEL', symbol=symbol, result=error_result, details={'order_id': order_id, **self._notification_context()} ) return error_result async def set_stop_loss_take_profit(self, symbol: str, order_id: str, stop_loss: Optional[float], take_profit: Optional[float], position_size: float) -> Dict[str, Any]: """设置止盈止损""" try: # Bitget 需要知道方向 positions = self.bitget.get_open_positions() pos = next((p for p in positions if p.get('coin') == symbol.replace('USDT', '')), None) if not pos: return {'success': False, 'message': f'找不到 {symbol} 的持仓'} is_long = pos['size'] > 0 result = self.bitget.set_tp_sl( symbol=symbol.replace('USDT', ''), is_long=is_long, size=position_size, tp_price=take_profit, sl_price=stop_loss ) if result.get('success'): logger.info(f" ✅ 止盈止损设置成功: SL=${stop_loss}, TP={take_profit}") return result except Exception as e: logger.error(f"Bitget 设置止盈止损失败: {e}") return {'success': False, 'message': str(e)} def should_set_tp_sl_on_order(self) -> bool: """Bitget 不支持在下单时设置 TP/SL""" return False # ==================== 平台特定配置 ==================== def get_market_order_threshold(self) -> float: """市价单阈值: 0.2%""" return 0.2 def get_pending_order_timeout(self) -> float: """挂单超时: 24 小时（Bitget 流动性好）""" return 24.0 def get_position_exit_rules(self) -> tuple: """Bitget 依赖保护单和移动止损管理利润，不做固定盈利自动平仓。""" return (float('inf'), float('inf')) def get_fee_rate(self) -> float: """手续费率: 0.06% (taker)""" return 0.0006 def get_max_retries(self) -> int: """最大重试次数: 5（Bitget API 限流严格）""" return 5 def is_rate_limit_error(self, error_msg: str) -> bool: """判断是否是限流错误""" rate_limit_indicators = [ 'rate limit', 'too many requests', '429', 'limit exceeded', '请求频率' ] return any(indicator in error_msg.lower() for indicator in rate_limit_indicators) def get_rate_limit_wait_time(self, error_msg: str, attempt: int) -> float: """ 获取限流等待时间 Bitget API 限流：指数退避 + 抖动 """ base_wait = min(2 ** attempt, 60) # 指数退避，最大 60s # 检查错误信息中是否包含等待时间 wait_match = re.search(r'wait\s+(\d+)\s*s', error_msg, re.IGNORECASE) if wait_match: suggested_wait = int(wait_match.group(1)) return min(suggested_wait, 60) # 指数退避 + 随机抖动 import random jitter = random.uniform(0.5, 1.5) return base_wait * jitter def get_price_update_threshold(self) -> float: """价格更新阈值: 0.5%""" return 0.5 # ==================== 移动止损 ==================== async def move_stop_loss(self, symbol: str, new_stop_loss: float, current_stop_loss: Optional[float] = None) -> Dict[str, Any]: """ 移动止损（Bitget） Args: symbol: 交易对（如 BTCUSDT） new_stop_loss: 新止损价 current_stop_loss: 当前止损价（可选） Returns: {'success': bool, 'message': str} """ try: position = self.bitget.get_position_for_symbol(symbol) if not position: return {'success': False, 'message': f'找不到 {symbol} 的持仓'} tp_sl_prices = self.bitget.get_tp_sl_prices(symbol.replace('USDT', '')) result = self.bitget.set_tp_sl( symbol=symbol.replace('USDT', ''), is_long=position['size'] > 0, size=abs(position['size']), tp_price=tp_sl_prices.get('take_profit'), sl_price=new_stop_loss ) if result.get('success'): logger.info(f" ✅ 移动止损成功: {symbol} → ${new_stop_loss:.2f}") return {'success': True, 'message': f'移动止损成功: {new_stop_loss:.2f}'} else: errors = result.get('errors', []) return {'success': False, 'message': '; '.join(errors) if errors else '移动止损失败'} except Exception as e: logger.error(f"Bitget 移动止损失败: {e}") return {'success': False, 'message': str(e)} async def move_protection_levels(self, symbol: str, new_stop_loss: float, new_take_profit: Optional[float] = None, current_stop_loss: Optional[float] = None) -> Dict[str, Any]: """同时更新 Bitget 的止损/止盈保护单。""" try: position = self.bitget.get_position_for_symbol(symbol) if not position: return {'success': False, 'message': f'找不到 {symbol} 的持仓'} current_tp_sl = self.bitget.get_tp_sl_prices(symbol.replace('USDT', '')) target_tp = new_take_profit if new_take_profit is not None else current_tp_sl.get('take_profit') result = self.bitget.set_tp_sl( symbol=symbol.replace('USDT', ''), is_long=position['size'] > 0, size=abs(position['size']), tp_price=target_tp, sl_price=new_stop_loss ) if result.get('success'): logger.info( f" ✅ Bitget 保护单更新成功: {symbol} " f"SL→${new_stop_loss:.2f} TP→{f'${target_tp:.2f}' if isinstance(target_tp, (int, float)) else '保持'}" ) return { 'success': True, 'message': f'保护单更新成功: SL={new_stop_loss:.2f}', 'take_profit': target_tp, } errors = result.get('errors', []) return {'success': False, 'message': '; '.join(errors) if errors else '保护单更新失败'} except Exception as e: logger.error(f"Bitget 更新保护单失败: {e}") return {'success': False, 'message': str(e)} def _protection_state_key(self, position: Dict[str, Any]) -> str: symbol = str(position.get('symbol') or '').upper() side = str(position.get('side') or '') entry_price = float(position.get('entry_price', 0) or 0) return f"{self.account_id}:{symbol}:{side}:{entry_price:.8f}" def export_position_protection_state(self) -> Dict[str, Dict[str, Any]]: return {key: dict(value) for key, value in self._position_protection_state.items()} def _compute_trailing_take_profit(self, position: Dict[str, Any], current_price: float, new_stop_loss: float, current_take_profit: Optional[float]) -> Optional[float]: if not self.bitget.settings.bitget_dynamic_tp_enabled: return current_take_profit if not isinstance(current_take_profit, (int, float)) or current_take_profit <= 0: return current_take_profit side = position.get('side') entry_price = float(position.get('entry_price', 0) or 0) distance_ratio = float(self.bitget.settings.bitget_dynamic_tp_distance_ratio or 0.8) if side == 'buy': original_tp_distance = float(current_take_profit) - entry_price candidate = new_stop_loss + (original_tp_distance * distance_ratio) if candidate <= current_price: return current_take_profit return max(float(current_take_profit), candidate) original_tp_distance = entry_price - float(current_take_profit) candidate = new_stop_loss - (original_tp_distance * distance_ratio) if candidate >= current_price: return current_take_profit return min(float(current_take_profit), candidate) def check_position_management(self, positions: List[Dict], current_prices: Dict[str, float], volatility_data: Optional[Dict[str, float]] = None) -> List[Dict[str, Any]]: """Bitget 仓位保护：先保本，再基于最大浮盈分段上移止损。""" actions: List[Dict[str, Any]] = [] active_keys = set() breakeven_threshold = float(self.bitget.settings.bitget_breakeven_threshold or 1.0) trailing_enabled = bool(self.bitget.settings.bitget_trailing_stop_enabled) trailing_threshold = breakeven_threshold * float(self.bitget.settings.bitget_trailing_stop_threshold_multiplier or 2.0) trailing_ratio = float(self.bitget.settings.bitget_trailing_stop_ratio or 0.5) min_move_step = float(self.bitget.settings.bitget_trailing_min_move_step or 0.4) for pos in positions: symbol = pos.get('symbol') current_price = float(current_prices.get(symbol, pos.get('entry_price', 0)) or 0) entry_price = float(pos.get('entry_price', 0) or 0) side = pos.get('side') current_sl = pos.get('stop_loss') current_tp = pos.get('take_profit') if current_price <= 0 or entry_price <= 0 or side not in {'buy', 'sell'} or not isinstance(current_sl, (int, float)): continue pnl_pct = ((current_price - entry_price) / entry_price * 100) if side == 'buy' else ((entry_price - current_price) / entry_price * 100) state_key = self._protection_state_key(pos) active_keys.add(state_key) state = self._position_protection_state.setdefault(state_key, { 'max_pnl_pct': pnl_pct, 'breakeven_done': False, 'trailing_active': False, }) state['max_pnl_pct'] = max(float(state.get('max_pnl_pct', pnl_pct) or pnl_pct), pnl_pct) max_pnl_pct = float(state['max_pnl_pct']) if trailing_enabled and pnl_pct >= trailing_threshold: locked_profit_pct = max_pnl_pct * trailing_ratio if side == 'buy': new_sl = entry_price * (1 + locked_profit_pct / 100) current_locked_pct = (float(current_sl) - entry_price) / entry_price * 100 can_move = new_sl > float(current_sl) and (locked_profit_pct - current_locked_pct) >= min_move_step else: new_sl = entry_price * (1 - locked_profit_pct / 100) current_locked_pct = (entry_price - float(current_sl)) / entry_price * 100 can_move = new_sl < float(current_sl) and (locked_profit_pct - current_locked_pct) >= min_move_step if can_move: new_tp = self._compute_trailing_take_profit(pos, current_price, new_sl, current_tp) state['trailing_active'] = True state['last_move_reason'] = 'trailing' state['last_new_sl'] = new_sl state['last_new_tp'] = new_tp actions.append({ 'symbol': symbol, 'action': 'MOVE_SL', 'new_sl': new_sl, 'new_tp': new_tp, 'pnl_pct': pnl_pct, 'reason': f"最高盈利 {max_pnl_pct:.1f}% ，锁定利润 {locked_profit_pct:.1f}% ，上移止损", 'priority': 3, }) continue if pnl_pct >= breakeven_threshold: if side == 'buy' and float(current_sl) < entry_price: state['breakeven_done'] = True state['last_move_reason'] = 'breakeven' state['last_new_sl'] = entry_price state['last_new_tp'] = current_tp actions.append({ 'symbol': symbol, 'action': 'MOVE_SL', 'new_sl': entry_price, 'new_tp': current_tp, 'pnl_pct': pnl_pct, 'reason': f"盈利 {pnl_pct:.1f}% >= {breakeven_threshold:.1f}% ，止损移到保本", 'priority': 3, }) elif side == 'sell' and float(current_sl) > entry_price: state['breakeven_done'] = True state['last_move_reason'] = 'breakeven' state['last_new_sl'] = entry_price state['last_new_tp'] = current_tp actions.append({ 'symbol': symbol, 'action': 'MOVE_SL', 'new_sl': entry_price, 'new_tp': current_tp, 'pnl_pct': pnl_pct, 'reason': f"盈利 {pnl_pct:.1f}% >= {breakeven_threshold:.1f}% ，止损移到保本", 'priority': 3, }) stale_keys = [key for key in self._position_protection_state.keys() if key not in active_keys] for key in stale_keys: self._position_protection_state.pop(key, None) actions.sort(key=lambda x: x.get('priority', 99)) return actions # ==================== 辅助方法 ==================== def _calculate_contracts(self, symbol: str, margin: float, price: float, leverage: int) -> int: """计算合约张数""" try: # 获取合约规格 contract_size = self.bitget.get_contract_size(symbol.replace('USDT', '')) # 计算持仓价值 position_value = margin * leverage # 计算币数量 coin_amount = position_value / price # 计算合约张数（向下取整） contracts = int(coin_amount / contract_size) logger.info( f" 仓位计算: ${margin:.2f} × {leverage}x = ${position_value:.2f} " f"→ {coin_amount:.6f} {symbol} → {contracts} 张" ) return contracts except Exception as e: logger.error(f"计算合约张数失败: {e}") return 0